Sparse and switching infinite horizon optimal controls with mixed-norm penalizations

DOI10.1051/COCV/2019038zbMath1454.49004arXiv1808.10659OpenAlexW2960699114WikidataQ127729739 ScholiaQ127729739MaRDI QIDQ5126404

Karl Kunisch, Dante Kalise, Zhiping Rao

Publication date: 16 October 2020

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.10659

zbMATH Keywords

optimal controldynamic programmingoptimality conditionssparse controlsinfinite horizon controlswitching controlstime-continuous problemtime-discretized approximation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Numerical methods based on necessary conditions (49M05) Nonsmooth analysis (49J52) Dynamic programming (90C39) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

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Mean-field selective optimal control via transient leadership ⋮ Optimal control problems in transport dynamics with additive noise ⋮ Sparsity in long-time control of neural ODEs ⋮ Second-order sufficient conditions for sparse optimal control of singular Allen-Cahn systems with dynamic boundary conditions ⋮ Second-Order Sufficient Conditions in the Sparse Optimal Control of a Phase Field Tumor Growth Model with Logarithmic Potential ⋮ Switching Controls for Analytic Semigroups and Applications to Parabolic Systems

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